-38.3%
QDEL vs VT
+221.4%
-259.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | -2.7% | +1.0% | -3.7% | -3.6% |
| 30D | +8.9% | -0.2% | +9.1% | +9.3% |
| 3M | -7.5% | +4.5% | -12.1% | -10.9% |
| 6M | -35.8% | +14.1% | -49.8% | -42.4% |
| YTD | -53.2% | +14.8% | -67.9% | -58.1% |
| 1Y | -53.0% | +21.2% | -74.2% | -59.6% |
| 3Y | -82.1% | +76.6% | -158.6% | -88.4% |
| 5Y | -90.5% | +66.6% | -157.1% | -93.6% |
| 10Y | -38.3% | +222.3% | -260.5% | -79.0% |
| All | -38.3% | +221.4% | -259.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling